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    System and software for providing recommendations to optimize a portfolio of items
    5.
    发明授权
    System and software for providing recommendations to optimize a portfolio of items 有权
    系统和软件提供优化项目组合的建议

    公开(公告)号：US07822669B2

    公开(公告)日：2010-10-26

    申请号：US11691618

    申请日：2007-03-27

    申请人： Rajesh Tyagi ,  Kete Chalermkraivuth ,  Marc Anthony Garbiras ,  John Andrew Ellis ,  Matthew Allen ,  James G. Russo

    发明人： Rajesh Tyagi ,  Kete Chalermkraivuth ,  Marc Anthony Garbiras ,  John Andrew Ellis ,  Matthew Allen ,  James G. Russo

    IPC分类号： G06Q40/00

    CPC分类号： G06Q40/06 ,  G06Q50/16

    摘要： A method of operating a computer system includes storing, in the computer system, a database containing performance measure data regarding performance measures of a plurality of items. The method further includes inputting into the computer system a plurality of performance measure constraints. The method also includes modeling the performance measure constraints with a set of equations. The equations include a plurality of variables. Each of the variables corresponds to a respective one of the items. Each variable is, for example, to be assigned either the value “1” or the value “0”. The value “1” may represent a recommendation to take an action relative to the corresponding item in the portfolio and the value “0” may represent a recommendation to take another action. The computer system is used to solve the set of equations to generate one or more solutions that satisfy the performance measure constraints.

    摘要翻译： 一种操作计算机系统的方法包括在计算机系统中存储包含关于多个项目的性能测量的性能测量数据的数据库。 该方法还包括向计算机系统输入多个性能测量约束。 该方法还包括使用一组方程建模性能测量约束。 方程式包括多个变量。 每个变量对应于相应的一个项目。 例如，每个变量被赋予值“1”或值“0”。 值“1”可以表示相对于投资组合中的相应项目采取行动的建议，值“0”可以表示采取另一动作的建议。 计算机系统用于解决方程组，以生成满足性能测量约束的一个或多个解决方案。

    SYSTEM AND SOFTWARE FOR PROVIDING RECOMMENDATIONS TO OPTIMIZE A PORTFOLIO OF ITEMS
    6.
    发明申请
    SYSTEM AND SOFTWARE FOR PROVIDING RECOMMENDATIONS TO OPTIMIZE A PORTFOLIO OF ITEMS 有权
    提供建议以优化项目组合的制度和软件

    公开(公告)号：US20080120251A1

    公开(公告)日：2008-05-22

    申请号：US11691618

    申请日：2007-03-27

    申请人： Rajesh Tyagi ,  Kete Chalermkraivuth ,  Marc Anthony Garbiras ,  John Andrew Ellis ,  Matthew Allen ,  James G. Russo

    发明人： Rajesh Tyagi ,  Kete Chalermkraivuth ,  Marc Anthony Garbiras ,  John Andrew Ellis ,  Matthew Allen ,  James G. Russo

    IPC分类号： G06Q40/00 ,  G06F19/00

    CPC分类号： G06Q40/06 ,  G06Q50/16

    摘要： A method of operating a computer system includes storing, in the computer system, a database containing performance measure data regarding performance measures of a plurality of items. The method further includes inputting into the computer system a plurality of performance measure constraints. The method also includes modeling the performance measure constraints with a set of equations. The equations include a plurality of variables. Each of the variables corresponds to a respective one of the items. Each variable is, for example, to be assigned either the value “1” or the value “0”. The value “1” may represent a recommendation to take an action relative to the corresponding item in the portfolio and the value “0” may represent a recommendation to take another action. The computer system is used to solve the set of equations to generate one or more solutions that satisfy the performance measure constraints.

    摘要翻译： 一种操作计算机系统的方法包括在计算机系统中存储包含关于多个项目的性能测量的性能测量数据的数据库。 该方法还包括向计算机系统输入多个性能测量约束。 该方法还包括使用一组方程建模性能测量约束。 方程式包括多个变量。 每个变量对应于相应的一个项目。 例如，每个变量被赋予值“1”或值“0”。 值“1”可以表示相对于投资组合中的相应项目采取行动的建议，值“0”可以代表采取另一动作的建议。 计算机系统用于解决方程组，以生成满足性能测量约束的一个或多个解决方案。

    METHODS AND SYSTEMS FOR GENERATING TRANSITION PROBABILITY MATRICES THROUGH AN OPTIMIZATION FRAMEWORK
    7.
    发明申请
    METHODS AND SYSTEMS FOR GENERATING TRANSITION PROBABILITY MATRICES THROUGH AN OPTIMIZATION FRAMEWORK 有权
    通过优化框架生成过渡可行性矩阵的方法和系统

    公开(公告)号：US20110246386A9

    公开(公告)日：2011-10-06

    申请号：US12336360

    申请日：2008-12-16

    申请人： Sean Coleman Keenan ,  Vishwanath Avasarala ,  Jason Wayne Black ,  Kete Chalermkraivuth ,  John Andrew Ellis ,  Radu Neagu ,  Rajesh Vankat Subbu ,  Jingjiao Zhang

    发明人： Sean Coleman Keenan ,  Vishwanath Avasarala ,  Jason Wayne Black ,  Kete Chalermkraivuth ,  John Andrew Ellis ,  Radu Neagu ,  Rajesh Vankat Subbu ,  Jingjiao Zhang

    IPC分类号： G06Q40/00 ,  G06N5/02 ,  G06F15/18

    CPC分类号： G06Q40/06 ,  G06N3/006 ,  G06N3/126 ,  G06N7/005

    摘要： A method for generating an optimized transition probability matrix (OTPM) is provided. The method is performed using a computer system coupled to a database. The method includes storing in the database financial data including obligor credit ratings, generating multi-period empirical transition probability matrices (ETPMs) for a selected time horizon using the financial data stored within the database, generating a mathematical expression to minimize a difference between target ETPM values and candidate OTPM values, and calculating the OTPM from the generated mathematical expression and the financial data stored within the database, wherein the calculated OTPM includes a first set of optimized transition probability values for predicting a likelihood that a credit rating of an obligor will migrate from one credit state to another credit state during a first time interval in the future.

    摘要翻译： 提供了一种用于生成优化的转移概率矩阵（OTPM）的方法。 该方法使用耦合到数据库的计算机系统来执行。 该方法包括在数据库中存储财务数据，包括义务人信用评级，使用存储在数据库内的财务数据为所选择的时间范围生成多期经验转移概率矩阵（ETPM），生成数学表达式以最小化目标ETPM之间的差异 值和候选OTPM值，以及从生成的数学表达式和存储在数据库中的财务数据计算OTPM，其中所计算的OTPM包括用于预测义务人的信用评级将迁移的可能性的优化转移概率值的第一组 在未来的第一个时间间隔内从一个信用状态到另一个信用状态。

    METHODS AND SYSTEMS FOR GENERATING TRANSITION PROBABILITY MATRICES THROUGH AN OPTIMIZATION FRAMEWORK
    8.
    发明申请
    METHODS AND SYSTEMS FOR GENERATING TRANSITION PROBABILITY MATRICES THROUGH AN OPTIMIZATION FRAMEWORK 有权
    通过优化框架生成过渡可行性矩阵的方法和系统

    公开(公告)号：US20100153299A1

    公开(公告)日：2010-06-17

    申请号：US12336360

    申请日：2008-12-16

    申请人： Sean Coleman Keenan ,  Vishwanath Avasarala ,  Jason Wayne Black ,  Kete Chalermkraivuth ,  John Andrew Ellis ,  Radu Neagu ,  Rajesh Vankat Subbu ,  Jingjiao Zhang

    发明人： Sean Coleman Keenan ,  Vishwanath Avasarala ,  Jason Wayne Black ,  Kete Chalermkraivuth ,  John Andrew Ellis ,  Radu Neagu ,  Rajesh Vankat Subbu ,  Jingjiao Zhang

    IPC分类号： G06Q40/00 ,  G06N5/02 ,  G06F15/18

    CPC分类号： G06Q40/06 ,  G06N3/006 ,  G06N3/126 ,  G06N7/005

    摘要： A method for generating an optimized transition probability matrix (OTPM) is provided. The method is performed using a computer system coupled to a database. The method includes storing in the database financial data including obligor credit ratings, generating multi-period empirical transition probability matrices (ETPMs) for a selected time horizon using the financial data stored within the database, generating a mathematical expression to minimize a difference between target ETPM values and candidate OTPM values, and calculating the OTPM from the generated mathematical expression and the financial data stored within the database, wherein the calculated OTPM includes a first set of optimized transition probability values for predicting a likelihood that a credit rating of an obligor will migrate from one credit state to another credit state during a first time interval in the future.

    摘要翻译： 提供了一种用于生成优化的转移概率矩阵（OTPM）的方法。 该方法使用耦合到数据库的计算机系统来执行。 该方法包括在数据库中存储财务数据，包括义务人信用评级，使用存储在数据库内的财务数据为所选择的时间范围生成多期经验转移概率矩阵（ETPM），生成数学表达式以最小化目标ETPM之间的差异 值和候选OTPM值，以及从生成的数学表达式和存储在数据库中的财务数据计算OTPM，其中所计算的OTPM包括用于预测义务人的信用评级将迁移的可能性的优化转移概率值的第一组 在未来的第一个时间间隔内从一个信用状态到另一个信用状态。

    Systems and methods for multi-objective portfolio analysis and decision-making using visualization techniques
    9.
    发明申请
    Systems and methods for multi-objective portfolio analysis and decision-making using visualization techniques 有权
    使用可视化技术进行多目标投资组合分析和决策的系统和方法

    公开(公告)号：US20050187847A1

    公开(公告)日：2005-08-25

    申请号：US10781871

    申请日：2004-02-20

    申请人： Piero Bonissone ,  Srinivas Bollapragada ,  Kete Chalermkraivuth ,  Neil Eklund ,  Naresh Iyer ,  Rajesh Subbu

    发明人： Piero Bonissone ,  Srinivas Bollapragada ,  Kete Chalermkraivuth ,  Neil Eklund ,  Naresh Iyer ,  Rajesh Subbu

    IPC分类号： G06Q40/00 ,  G06F17/60

    CPC分类号： G06Q40/06

    摘要： The systems and methods of the invention are directed to portfolio optimization and related techniques. For example, the invention provides a method for multi-objective portfolio optimization for use in investment decisions based on competing objectives and a plurality of constraints constituting a portfolio problem, the method sequentially comprising: generating a non-dominated solution set in a space; applying a first set of user-specified constraints to reduce the solutions in the non-dominated solution set to a solution subset; and executing a series of local tradeoffs on the solution subset to result in a resulting solution subset, the local tradeoffs being performed in a lower dimension performance space as compared to the space, and the solution subset being used in investment decisioning.

    摘要翻译： 本发明的系统和方法针对组合优化和相关技术。 例如，本发明提供了一种用于基于竞争目标和构成投资组合问题的多个约束的投资决策中的多目标投资组合优化的方法，所述方法顺序地包括：在空间中生成非主导解集; 应用第一组用户指定的约束以将非主导解集合中的解减少到解子集; 并且在解决方案子集上执行一系列局部权衡以产生最终的解决方案子集，与空间相比较，在较低维度的性能空间中执行本地权衡，以及在投资决策中使用的解决方案子集。

    Systems and methods for multi-objective portfolio analysis using pareto sorting evolutionary algorithms
    10.
    发明申请
    Systems and methods for multi-objective portfolio analysis using pareto sorting evolutionary algorithms 有权
    使用帕累托分类进化算法进行多目标投资组合分析的系统和方法

    公开(公告)号：US20050187846A1

    公开(公告)日：2005-08-25

    申请号：US10781805

    申请日：2004-02-20

    申请人： Rajesh Subbu ,  Srinivas Bollapragada ,  Piero Bonissone ,  Kete Chalermkraivuth ,  Neil Eklund ,  Naresh Iyer

    发明人： Rajesh Subbu ,  Srinivas Bollapragada ,  Piero Bonissone ,  Kete Chalermkraivuth ,  Neil Eklund ,  Naresh Iyer

    IPC分类号： G06F17/60

    CPC分类号： G06Q40/06

    摘要： The systems and methods of the invention are directed to portfolio optimization and related techniques. For example, the invention provides a method for multi-objective portfolio optimization for use in investment decisions based on competing objectives and a plurality of constraints constituting a portfolio problem, the method comprising: generating an initial population of solutions of portfolio allocations; committing the initial population of solutions to an initial population archive; performing a multi-objective process, based on the initial population archive and on multiple competing objectives, to generate an efficient frontier, the multi-objective process including a evolutionary algorithm process, the evolutionary algorithm process utilizing a dominance filter, the efficient frontier being used in investment decisioning.

    摘要翻译： 本发明的系统和方法针对组合优化和相关技术。 例如，本发明提供了一种用于基于竞争目标和构成组合问题的多个约束的投资决策中的多目标投资组合优化的方法，所述方法包括：生成投资组合分配的最初解决方案群体; 将最初的人口解决方案提交给初始人口档案; 基于初始人口档案和多个竞争目标，进行多目标过程，以产生有效的前沿，多目标过程包括进化算法过程，利用优势过滤器的进化算法过程，使用的有效边界 投资决策。